+738.5%
ACN vs HBM
+613.3%
+125.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -3.2% |
| 7D | -1.5% | -6.4% | +4.8% | -0.7% |
| 30D | +9.4% | +5.9% | +3.5% | +8.5% |
| 3M | +5.6% | -8.9% | +14.6% | +6.0% |
| 6M | -9.3% | +10.7% | -19.9% | -12.1% |
| YTD | -29.0% | +38.3% | -67.2% | -33.8% |
| 1Y | -24.7% | +121.3% | -146.0% | -34.5% |
| 3Y | -39.8% | +450.6% | -490.4% | -55.3% |
| 5Y | -40.9% | +338.0% | -378.9% | -56.3% |
| 10Y | +91.1% | +578.6% | -487.5% | +17.9% |
| All | +738.5% | +613.3% | +125.1% | +373.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HBM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling